NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.912 |
1.994 |
0.082 |
4.3% |
1.913 |
High |
2.009 |
2.052 |
0.043 |
2.1% |
1.923 |
Low |
1.871 |
1.977 |
0.106 |
5.7% |
1.684 |
Close |
1.983 |
2.029 |
0.046 |
2.3% |
1.767 |
Range |
0.138 |
0.075 |
-0.063 |
-45.7% |
0.239 |
ATR |
0.100 |
0.098 |
-0.002 |
-1.8% |
0.000 |
Volume |
102,217 |
47,512 |
-54,705 |
-53.5% |
834,502 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.244 |
2.212 |
2.070 |
|
R3 |
2.169 |
2.137 |
2.050 |
|
R2 |
2.094 |
2.094 |
2.043 |
|
R1 |
2.062 |
2.062 |
2.036 |
2.078 |
PP |
2.019 |
2.019 |
2.019 |
2.028 |
S1 |
1.987 |
1.987 |
2.022 |
2.003 |
S2 |
1.944 |
1.944 |
2.015 |
|
S3 |
1.869 |
1.912 |
2.008 |
|
S4 |
1.794 |
1.837 |
1.988 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.508 |
2.377 |
1.898 |
|
R3 |
2.269 |
2.138 |
1.833 |
|
R2 |
2.030 |
2.030 |
1.811 |
|
R1 |
1.899 |
1.899 |
1.789 |
1.845 |
PP |
1.791 |
1.791 |
1.791 |
1.765 |
S1 |
1.660 |
1.660 |
1.745 |
1.606 |
S2 |
1.552 |
1.552 |
1.723 |
|
S3 |
1.313 |
1.421 |
1.701 |
|
S4 |
1.074 |
1.182 |
1.636 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.052 |
1.684 |
0.368 |
18.1% |
0.114 |
5.6% |
94% |
True |
False |
119,109 |
10 |
2.052 |
1.684 |
0.368 |
18.1% |
0.099 |
4.9% |
94% |
True |
False |
144,724 |
20 |
2.305 |
1.684 |
0.621 |
30.6% |
0.088 |
4.4% |
56% |
False |
False |
140,618 |
40 |
2.600 |
1.684 |
0.916 |
45.1% |
0.090 |
4.5% |
38% |
False |
False |
116,596 |
60 |
2.918 |
1.684 |
1.234 |
60.8% |
0.083 |
4.1% |
28% |
False |
False |
94,795 |
80 |
3.103 |
1.684 |
1.419 |
69.9% |
0.077 |
3.8% |
24% |
False |
False |
77,331 |
100 |
3.293 |
1.684 |
1.609 |
79.3% |
0.073 |
3.6% |
21% |
False |
False |
66,395 |
120 |
3.343 |
1.684 |
1.659 |
81.8% |
0.072 |
3.5% |
21% |
False |
False |
58,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.371 |
2.618 |
2.248 |
1.618 |
2.173 |
1.000 |
2.127 |
0.618 |
2.098 |
HIGH |
2.052 |
0.618 |
2.023 |
0.500 |
2.015 |
0.382 |
2.006 |
LOW |
1.977 |
0.618 |
1.931 |
1.000 |
1.902 |
1.618 |
1.856 |
2.618 |
1.781 |
4.250 |
1.658 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
2.024 |
2.005 |
PP |
2.019 |
1.981 |
S1 |
2.015 |
1.958 |
|